Dynamic Portfolio Selection

Explores dynamic portfolio selection, log-utility functions, risk aversion, and optimal control problems in financial markets.

Explores utility functions and risk management in asset pricing under uncertainty.

Explores the optimal betting strategy in a dynamic programming gambling problem, emphasizing risk preference impact.

Covers risk-neutral measure, state prices, utility functions, and risk aversion in asset pricing.

Explores expected utility, risk-aversion, insurance premiums, and portfolio choice in asset pricing.